BICMR Summer School of Financial Mathematics

This volume presents a collection of lecture notes of mini-courses taught at BICMR Summer School of Financial Mathematics, from May 29 to June 9, 2017. Each chapter is self-contained and corresponds to one mini-course which deals with a distinguished topic, such as branching processes, enlargement o...

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Detalles Bibliográficos
Autor principal: Jiao, Ying
Lenguaje:eng
Publicado: Springer 2020
Materias:
Mathematical Physics and Mathematics
Acceso en línea:https://dx.doi.org/10.1007/978-981-15-1576-7
http://cds.cern.ch/record/2717281
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author Jiao, Ying
author_facet Jiao, Ying
author_sort Jiao, Ying
collection CERN
description This volume presents a collection of lecture notes of mini-courses taught at BICMR Summer School of Financial Mathematics, from May 29 to June 9, 2017. Each chapter is self-contained and corresponds to one mini-course which deals with a distinguished topic, such as branching processes, enlargement of filtrations, Hawkes processes, copula models and valuation adjustment analysis, whereas the global topics cover a wide range of advanced subjects in financial mathematics, from both theoretical and practical points of view. The authors include world-leading specialists in the domain and also young active researchers. This book will be helpful for students and those who work on probability and financial mathematics. .
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spelling cern-27172812021-04-22T06:30:43Zdoi:10.1007/978-981-15-1576-7http://cds.cern.ch/record/2717281engJiao, YingBICMR Summer School of Financial MathematicsMathematical Physics and MathematicsThis volume presents a collection of lecture notes of mini-courses taught at BICMR Summer School of Financial Mathematics, from May 29 to June 9, 2017. Each chapter is self-contained and corresponds to one mini-course which deals with a distinguished topic, such as branching processes, enlargement of filtrations, Hawkes processes, copula models and valuation adjustment analysis, whereas the global topics cover a wide range of advanced subjects in financial mathematics, from both theoretical and practical points of view. The authors include world-leading specialists in the domain and also young active researchers. This book will be helpful for students and those who work on probability and financial mathematics. .Springeroai:cds.cern.ch:27172812020
spellingShingle Mathematical Physics and Mathematics
Jiao, Ying
BICMR Summer School of Financial Mathematics
title BICMR Summer School of Financial Mathematics
title_full BICMR Summer School of Financial Mathematics
title_fullStr BICMR Summer School of Financial Mathematics
title_full_unstemmed BICMR Summer School of Financial Mathematics
title_short BICMR Summer School of Financial Mathematics
title_sort bicmr summer school of financial mathematics
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-981-15-1576-7
http://cds.cern.ch/record/2717281
work_keys_str_mv AT jiaoying bicmrsummerschooloffinancialmathematics

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